Beruflich Dokumente
Kultur Dokumente
1. Probability (P) =
b. ∑ 𝑥 =𝑛 and ∑ 𝑝 =1
3. Hypergeometric Distribution
a. hypergeometric distribution function:
.
ℎ(𝑥; 𝑁, 𝑛, 𝑘 ) = 𝑁𝐶
𝑛
i. x = number of successes required
ii. N = full size of sample space
iii. n = size of sample space under observation
iv. k = number of space points labeled as SUCCESS
b. Mean = 𝜇 =
𝑁
c. Variance = 𝜎 = (𝑛 ) 1−
d. where, max{0, 𝑛 − (𝑁 − 𝑘 )} ≤ 𝑥 ≤ min{𝑛, 𝑘 }
4. Multivariate Hypergeometric Distribution
a. function:
…
𝑓(𝑥 , 𝑥 … 𝑥 ; 𝑎 , 𝑎 … 𝑎 , 𝑁 , 𝑛) =
i. 𝑥 = number of successes required from 𝑎 partition
ii. 𝑎 = number of elements in 𝑖 partition
iii. 𝑁 = full size of sample space
iv. 𝑛 = size of sample space under observation
b. ∑ 𝑥 =𝑛 and ∑ 𝑎 =𝑁
5. Negative Binomial Distribution
a. function: 𝑏 ∗ (𝑥; 𝑘, 𝑝) = 𝐶 𝑝 (1 − 𝑝 )
i. x = number of trials including the one in which we need success
ii. k = the trial in which success is required
iii. p = probability of success
6. Geometric Distribution
a. function: 𝑔(𝑥; 𝑝) = 𝑝(1 − 𝑝)
i. x = number of trials including the one at which we require FIRST
success
ii. p = probability of success
b. mean = 𝜇 =
c. variance = 𝜎 =
𝑝2
7. Poisson Distribution
( )
a. function: 𝑝(𝑥; 𝜆𝑡) =
𝑥!
i. x = number of outcomes occurring in time or space t
ii. 𝜆 = rate of occurrence of outcomes
iii. 𝑡 = time / area / distance / volume …
b. Cumulative probability distribution:
𝑃(𝑟; 𝜆𝑡) = ∑ 𝑝(𝑥; 𝜆𝑡)
c. Mean = 𝜆𝑡
d. Variance = 𝜆𝑡
8. Approximation of Binomial Distribution by a Poisson Distribution
binomial distribution function: 𝑏(𝑥; 𝑛, 𝑝)
poisson distribution function: 𝑝(𝑥; 𝜆𝑡)
𝑛→ ∞ and 𝑝→ 0 and 𝑛𝑝 → 𝜆𝑡
CHAPTER 5: SOME CONTINUOUS PROBABILITY DISTRIBUTIONS
1. Uniform Distribution
𝐴≤𝑥≤𝐵
a. function: 𝑓(𝑥; 𝐴, 𝐵) =
0 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
i. x = range variable where probability is to be found out
ii. A = lower limit of range
iii. B = upper limit of range
b. Mean =
( )
c. Variance =
2. Normal Distribution (Gaussian Distribution)
( )
a. function: 𝑛(𝑥; 𝜇, 𝜎) =
√2𝜋 𝜎
b. point of inflection: 𝑥 = 𝜇 ± 𝜎
c. Mean = 𝜇
d. Variance = 𝜎 Standard Deviation = 𝜎